E-mini S&P 500 Future June 2014

Trading Metrics calculated at close of trading on 13-Mar-2014

Day Change Summary
	Previous	Current
	12-Mar-2014	13-Mar-2014	Change	Change %	Previous Week
Open	1,857.50	1,861.50	4.00	0.2%	1,840.00
High	1,861.75	1,867.75	6.00	0.3%	1,880.50
Low	1,846.75	1,834.50	-12.25	-0.7%	1,825.00
Close	1,860.75	1,839.75	-21.00	-1.1%	1,871.00
Range	15.00	33.25	18.25	121.7%	55.50
ATR	18.76	19.79	1.04	5.5%	0.00
Volume	220,481	1,144,194	923,713	419.0%	172,702

Daily Pivots for day following 13-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,947.00	1,926.75	1,858.00
R3	1,913.75	1,893.50	1,849.00
R2	1,880.50	1,880.50	1,845.75
R1	1,860.25	1,860.25	1,842.75	1,853.75
PP	1,847.25	1,847.25	1,847.25	1,844.00
S1	1,827.00	1,827.00	1,836.75	1,820.50
S2	1,814.00	1,814.00	1,833.75
S3	1,780.75	1,793.75	1,830.50
S4	1,747.50	1,760.50	1,821.50

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,025.25	2,003.75	1,901.50
R3	1,969.75	1,948.25	1,886.25
R2	1,914.25	1,914.25	1,881.25
R1	1,892.75	1,892.75	1,876.00	1,903.50
PP	1,858.75	1,858.75	1,858.75	1,864.25
S1	1,837.25	1,837.25	1,866.00	1,848.00
S2	1,803.25	1,803.25	1,860.75
S3	1,747.75	1,781.75	1,855.75
S4	1,692.25	1,726.25	1,840.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,880.50	1,834.50	46.00	2.5%	19.75	1.1%	11%	False	True	327,670
10	1,880.50	1,825.00	55.50	3.0%	18.50	1.0%	27%	False	False	178,108
20	1,880.50	1,795.50	85.00	4.6%	18.50	1.0%	52%	False	False	93,148
40	1,880.50	1,725.25	155.25	8.4%	21.00	1.1%	74%	False	False	49,927
60	1,880.50	1,725.25	155.25	8.4%	19.25	1.0%	74%	False	False	33,978
80	1,880.50	1,725.25	155.25	8.4%	17.50	0.9%	74%	False	False	25,525
100	1,880.50	1,714.00	166.50	9.1%	16.00	0.9%	76%	False	False	20,429
120	1,880.50	1,631.50	249.00	13.5%	15.25	0.8%	84%	False	False	17,040

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.33
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	2,009.00
2.618	1,954.75
1.618	1,921.50
1.000	1,901.00
0.618	1,888.25
HIGH	1,867.75
0.618	1,855.00
0.500	1,851.00
0.382	1,847.25
LOW	1,834.50
0.618	1,814.00
1.000	1,801.25
1.618	1,780.75
2.618	1,747.50
4.250	1,693.25

Fisher Pivots for day following 13-Mar-2014
Pivot	1 day	3 day
R1	1,851.00	1,854.75
PP	1,847.25	1,849.75
S1	1,843.50	1,844.75

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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